Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49296.57 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45235.03 Kr¶

PnL: ---------------------------------------> 179.03 Kr¶

DD now: ---------------------------------> -7.198 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 12:09:57.077312'

Anic Portfolio¶

Today¶

Return: -0.849 %¶

This Week¶

Return: -0.013 %¶

Total portfolio value¶

Return including deposits: 61.384 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.130000 1665.540000 196.540000 13.380000 1468.999998
Orrön Energy 180 -1.020000 2179.800000 136.800000 6.700000 2043.000000
Atrium Ljungberg B 5 0.200000 997.000000 62.000000 6.630000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax B 4 -0.450000 893.200000 39.200000 4.590000 854.000000
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 0.000000 1001.760000 34.760000 3.590000 966.999996
Sedana Medical 93 -3.980000 2555.640000 34.640000 1.370000 2521.000011
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.530000 897.600000 33.600000 3.890000 864.000000
Bilia A 8 0.700000 922.400000 22.400000 2.490000 900.000000
OX2 13 1.770000 971.750000 21.750000 2.290000 949.999999
Biotage 7 0.220000 959.700000 18.700000 1.990000 940.999997
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
BioGaia B 8 -1.350000 937.600000 7.600000 0.820000 930.000000
VEF 909 -2.760000 1856.180000 6.180000 0.330000 1850.000436
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
Byggmax Group 33 -1.630000 957.660000 1.660000 0.170000 956.000001
AcadeMedia 8 -1.080000 402.000000 0.000000 0.000000 402.000000
Clas Ohlson B 12 -1.400000 970.200000 -2.800000 -0.290000 972.999996
ASSA ABLOY B 3 -0.810000 773.400000 -5.600000 -0.720000 779.000001
EQT 4 -1.240000 826.000000 -6.000000 -0.720000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
SKF B 5 -0.650000 912.250000 -27.750000 -2.950000 940.000000
Addnode Group B 11 -1.590000 887.700000 -33.300000 -3.620000 921.000003
Indutrade 5 -0.630000 1182.500000 -35.500000 -2.910000 1218.000000
Latour B 4 -0.780000 809.600000 -47.400000 -5.530000 857.000000
Vitec Software Group B 2 -2.740000 1030.000000 -57.000000 -5.240000 1087.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.740000 1042.800000 -66.200000 -5.970000 1109.000001
Hexagon B 26 -2.040000 3363.100000 -97.900000 -2.830000 3461.000010
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45235.030000 179.030000 -7.19833% 45056.000411

Updated:¶

'2023-07-05 12:10:13.869934'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶